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<table width="100%" summary="page for MoneyUS"><tr><td>MoneyUS</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2>Macroeconomic Series for the United States </h2>

<h3>Description</h3>

<p>quarterly observations from 1954&ndash;01 to 1994&ndash;12
</p>
<p><em>number of observations</em> :  164
</p>
<p><em>country</em> :  United States
</p>


<h3>Usage</h3>

<pre>data(MoneyUS)</pre>


<h3>Format</h3>

<p>A time serie containing :
</p>

<dl>
<dt>m</dt><dd><p>log of real M1 money stock</p>
</dd>
<dt>infl</dt><dd><p>quarterly inflation rate (change in log prices), % per year</p>
</dd>
<dt>cpr</dt><dd><p>commercial paper rate, % per year</p>
</dd>
<dt>y</dt><dd><p>log real GDP (in billions of 1987 dollars)</p>
</dd>
<dt>tbr</dt><dd><p>treasury bill rate</p>
</dd>
</dl>



<h3>Source</h3>

<p>Hoffman, D.L.  and  R.H.  Rasche (1996) &ldquo;Assessing forecast performance in a cointegrated system&rdquo;, <em>Journal of Applied Econometrics</em>, <b>11</b>, 495&ndash;517.
</p>


<h3>References</h3>

<p>Verbeek, Marno (2004) <em>A Guide to Modern Econometrics</em>, John Wiley and Sons, chapter 9.
</p>
<p>Journal of Applied Econometrics data archive : <a href="http://qed.econ.queensu.ca/jae/">http://qed.econ.queensu.ca/jae/</a>.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


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